This project explores data mining for temporal associations within the stock market. The system used was a combination of the WPI WEKA data mining system as well as an event identification pre-processing module implemented as an extension of an existing algorithm. This implementation allows for complex templates to be identified in a sequence of numerical data in a more efficient manner than previously described. Applying this system to the financial domain produced a wide variety of descriptive associations.
Worcester Polytechnic Institute
Major Qualifying Project
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